Skip to Main Content
Article navigation
Volume 15, Issue 2
1 February 1994
This article was originally published in
Studies in Economic Analysis
Studies in Economic Analysis Cover Image for Volume 15, Issue 2
Review Article| February 01 1994

VECTOR AUTOREGRESSION: A CRITICAL TOOL IN THE ARSENAL OF SALES RESPONSE MODELING Available to Purchase

L.L. Leachman;
L.L. Leachman
Assistant Professor of Economics, Northern Arizona University, Flagstaff, AZ
Search for other works by this author on:
This Site
PubMed
Google Scholar
Christie H. Paksoy;
Christie H. Paksoy
Professor of Marketing, The University of North Carolina at Charlotte, Charlotte, NC
Search for other works by this author on:
This Site
PubMed
Google Scholar
J.B. Wilkinson
J.B. Wilkinson
Associate Professor of Marketing, Youngstown State University, Youngstown, OH
Search for other works by this author on:
This Site
PubMed
Google Scholar
Author & Article Information
Publisher: Emerald Publishing
Online ISSN: 2977-7615
Print ISSN: 0198-8263
© MCB UP Limited
1994
Studies in Economic Analysis (1994) 15 (2): 3–30.
https://doi.org/10.1108/eb028711

This research applies vector autoregression to estimate a system composed of market share and relative advertising expenditures of the seven major competitors in the U. S. replacement passenger tire market between 1972 and 1983. The results of the study suggest that a company's market share in this market cannot be predicted from its relative advertising expenditures.

This content is only available via PDF.
© MCB UP Limited
1994
You do not currently have access to this content.
Don't already have an account? Register

Purchased this content as a guest? Enter your email address to restore access.

Please enter valid email address.
Email address must be 94 characters or fewer.
Pay-Per-View Access
$39.00
Rental
This article is also available for rental through DeepDyve. Read this now at DeepDyve
181 Views
View Metrics
Are family firms more resilient than non-family firms?
Aggregate risk in a competitive economy with a financial market
The heterogeneous shielding effect of markups: cross-country evidence on pricing power and downside risk exposure
Social trust and corporate social engagement: international evidence on their substitutive and complementary roles

Suggested Reading

Aqueous phase arsenic in weathered shale enriched in native arsenic
Journal of Environmental Engineering and Science (November,2005)
Forecasting with Bayesian vector autoregressive models: comparison of direct and iterated multistep methods
Asian Journal of Economics and Banking (June,2022)
A comparison of forecasts from UK economic models and some Bayesian vector autoregressive models
Journal of Economic Studies (August,1997)
Forecasting construction material prices in Egypt using vector autoregression: a decision-making approach
Smart and Sustainable Built Environment (January,2026)
Biological removal of nitrate with arsenic adsorption
Journal of Environmental Engineering and Science (September,2014)

Related Chapters

Statistical Identification of Economic Shocks by Signs in Structural Vector Autoregression
Essays in Honour of Fabio Canova
Forecasting in vector autoregressions with many predictors
Bayesian Econometrics
Tests for Random Coefficient Variation in Vector Autoregressive Models
Essays in Honour of Fabio Canova

Recommended for you

These recommendations are informed by your reading behaviors and indicated interests.

Cited By

Google Scholar
This Feature Is Available To Subscribers Only

or Create an Account

Close Modal
Close Modal